McMahon, the former CEO of WWE, wouldn't say whether she believes her tax rate is fair.

"I think tax reform ought to be across the board," McMahon said yesterday, during a brief interview following her campaign kick-off speech in Southington. "I do think people ought to pay their fair share.''

"We certainly pay what we owe,'' she added, "and will continue to do that."

McMahon spent $50 million of her personal fortune in a losing bid for U.S. Senate in 2010, setting a new campaign finance record in Connecticut. This time, she said intends to raise money in addition to dipping into her own ban account.